Re: st: implementation of variance formula

I simulate 1000 samples from a population and for each sample I
calculate the H-T-estimator for the mean and I have to calculate the
variance for the H-T-mean. Afterwards I'll investigate their
distribution over 1000 samples.

I can calculate the probability for each network (=cluster) to be
included in the sample. I also can
calculate for each pair of selected clusters to be included in the
sample. My problem is: this probabilities are to be saved somewhere.
Should it be a matrix? I have not yet worked with matrices to
calculate
variances. The version of H-T-estimator I need is not implemented in svy-.
I wrote an ado for sampling design that I need and implemented
H-T-estimator for the mean, but not for the variance.

Steven Samuels schrieb:

Inna:

You don't say which version of the H-T estimator you want; there are
many versions. The estimates themselves depend on knowing for each
cluster the probability that would be included in the sample. This
quantity must be supplied with the data set. It might or might not

be

a simple function of the cluster "size" measure.

Thel formulas for the variance of the classical H-T estimators are
also functions of the probability that each pair of selected

clusters

would be included in the sample; if there are m clusters in a

stratum,

there are m(m-1)/2 of these probabilities. Were they supplied
with the data set? Even if you have them, you would still have to
write your own (probably MATA) code to utilize them.

There is an alternative. Stata's survey commands produce modified
H-T estimates . You can obtain appropriate standard errors if you
-syset- your data according to the design.

On Mar 10, 2009, at 7:07 AM, Inna Becher wrote:

Dear statalisters,

I have to implement a formula of the variance of modified
horvitz-thompson-estimator. My dataset is very large, so I cannot
produce a lot of new variables in order to do that. Should I use
mata? Are there any examples of implementing variance formulas in stata?